You can go direct. Verify that the manufacturer allows for 24" spacing, or you may need to install strapping over the joists if it needs to be 16"OC.
It can but u would have to sand the primer off. Better off buying natural shiplap
Yes, that's the best way.
There are 6.63 ft² in a box.
It's a primer so it will get dirty to touch.
Yes, personally I would put dry wall before. mainly for sound and moisture prevention. Especially on walls on exterior. But if I would install wall between room walls I'd add liquid nails then nail it. Some people stapled black roof paper before installing over stud.
I would add corner mold of some kind. It's hard to do nice miter cut